Duality and Correction of Inconsistent Constraints for Improper Linear Programming Problems

被引:2
|
作者
Popov, L. D. [1 ,2 ]
Skarin, V. D. [1 ,2 ]
机构
[1] Russian Acad Sci, Krasovskii Inst Math & Mech, Ural Branch, Ekaterinburg 620990, Russia
[2] Ural Fed Univ, Ekaterinburg 620000, Russia
基金
俄罗斯科学基金会;
关键词
linear programming; duality; improper problems; generalized solutions; regularization and penalty methods;
D O I
10.1134/S008154381709019X
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We continue the study of approximation properties of alternative duality schemes for improper problems of linear programming. The schemes are based on the use of the classical Lagrange function regularized simultaneously in primal and dual variables. The earlier results on the connection of its saddle points with the lexicographic correction of the right-hand sides of constraints in improper problems of the first and second kind are transferred to a more general type of improperness. Convergence theorems are presented and an informal interpretation of the obtained generalized solution is given.
引用
收藏
页码:165 / 176
页数:12
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